Why I had to escape Hollywood's clutches: Downton Abbey star Elizabeth McGovern onwhy she had to leave fiance Sean Penn

'That's a real road to nowhere,' she says. But, of course, she still does it. 'Anyone of my age (she's 49) would,' she points out.

'Everybody thinks: 'What if, what if, what if? What if I'd stayed with that person? We'd have been in that sort of place and I'd have a great Hollywood career. I think that way a lot less than I used to, but yes, of course there have been moments when I've done that.'

No regrets: Elizabeth McGovern left Hollywood to live in London with her husband and two children

They were engaged when she was 23 and the toast of Hollywood herself, having achieved overnight success in the family melodrama, Ordinary People, at the age of 19, and been nominated for an Oscar a year later for her brilliant performance in Milos Forman's drama, Ragtime.

'Sean was an important relationship for me,' she says.

'We met on the set of Racing The Moon, a romantic drama with Nicolas Cage. It was the frenzy of Sean's feelings that overwhelmed me. It was also the first real experience of boys I'd had, which was kind of nice. In the beginning it was fun. We were a similar age and in the same place professionally, so were experiencing everything together.

'But there's a drama to the way Sean lives every bit of his life.

'That's what he's all about. I'm not
someone who breathes drama every minute of the day and he really,
genuinely does – it's what he thrives on.

'When something's tragic, it's tragic to the gazillionth degree.

'He'll virtually hang himself from
the rafters. We lasted a couple of years on and off. I didn't want to
get married, but he did – or at least he said he did.

'He was the kind of guy who was like: "This is my girl, I've got to own
her." It was all dramatics. But it was so exhausting, I couldn't
sustain it. We also wanted to do different things. He likes to pretend
he's not really a Hollywood person, but he is.

Hollywood star: Elizabeth starred opposite Robert de Niro in
gangster epic Once Upon A Time In America and in n romantic comedy She's
Having A Baby with Kevin Bacon

'I didn't want to hang out in Los Angeles when I wasn't working, so I was always going back to New York to do plays. It was two different worlds.'

She shrugs in a 'C'est la vie' way. Penn wasn't the only Hollywood star besotted by her.

She starred opposite Robert de Niro in gangster epic Once Upon A Time In America as the beautiful young object of his sexual obsession, shared the screen in romantic comedy She's Having A Baby with Kevin Bacon, and was wooed by the wealthy, the powerful and the famous, including the late notorious womaniser Dudley Moore.

Then she met a relatively obscure English producer called Simon Curtis, fell pregnant and: Bang! Bye, bye Hollywood. Hello Chiswick, west London, which is where she lives today. Elizabeth has helped put joy back into our Sunday night viewing.

She stars as American heiress Lady Cora in ITV1's enchanting Downton Abbey. She adores it too.

'I keep pinching myself,' she says.

'It's funny. I've been in things that have impressed people and they've come up to congratulate you but in a kind of, you-must-think-you're-really-special way.

'But now people come up to me and thank me – they just seem truly grateful.'

She was so desperate to get the part that she wrote to the writer of the series, Julian Fellowes, after her audition.

'I was such a Julian Fellowes fan. I wrote him a letter saying, "I'm on my knees – I really want to play this part!"

And although she had never worked with Fellowes before, he did know of her.

'A couple of years ago I was in a short-lived sitcom about an ageing American actress living in London and desperate to get work there. When she finally gets a part, it's a background role in a Julian Fellowes project, which – and this is very tongue-in-cheek – was meant to be the height of humiliation.

When it comes to filming, she fluffs her only line and the director shouts: "This is Julian Fellowes' golden dialogue and you are destroying it!" Julian would always bring this up on the set of Downton.'

Elizabeth plays Lady Cora, an American heiress who marries Robert Crawley, Earl of Grantham, played by Hugh Bonneville. Cora's money goes to running the opulent family estate, Downton Abbey, but once she is married she has no control over her fortune.

Many of her scenes are with Dame Maggie Smith, who plays her mother-in-law, the imperious Dowager Countess of Grantham, with acerbic aplomb.

'It's hard to think of adjectives to
describe Maggie that haven't already been used,' says Elizabeth.

'She
is everything I'd hoped for and more. She is so fiercely intelligent
and sharp and funny. She could say something that, if somebody else
said it, it wouldn't raise a smile, but when she says it it's so
funny,' says Elizabeth.

In fact, Elizabeth found the whole experience of being on a British set
a breath of fresh air compared to the Hollywood machine.

She
says, 'We were always laughing. There was always someone at the elegant
dining table who would ask the butler for a bottle of ketchup and send
everyone into hysterics.

Old flame: The actress and Sean Penn were engaged when she was 23 and the toast of Hollywood

'Everybody approached the work with such discipline and lack of ego. I had my first jobs in Hollywood, where the way of proceeding makes great movies but it's not as disciplined. The approach here is so much more self-effacing. In Hollywood, the big stars have more ego and are more indulged. Psychologically I feel more English; I'm more in tune with this country.'

And in a small way Elizabeth's character, Cora, echoes her own journey – albeit almost a century earlier.

'It's
great to play a role that in some way mirrors my life, because I am an
American who has spent nearly two decades raising English children and
making the cultural adjustments,' says Elizabeth. Then she tells me
about meeting Simon, whom she married in 1992, and her face lights up.

'It wasn't a heady thing for me,' she says. 'I can't think of it any other way than just feeling very, very, very at home.

We
were friends at first. He was a producer on Tales From Hollywood [a
wartime drama in which she appears alongside Jeremy Irons and Sir Alec
Guinness], so we spent time together on that.

'Then he had a job in New York, and when I told him I was flying there,
he said he'd come and pick me up at the airport. I got off the plane
and was quite excited because he was always fun to hang out with. I'll
always remember he was wearing the most ridiculous outfit, which had
spangles dangling from every possible part of it and a medallion round
his neck.

Sunday night delight: Elizabeth plays Lady Cora, an American heiress who marries Robert Crawley, Earl of Grantham, played by Hugh Bonneville in Downton Abbey

'I thought, "Oh my God, this is the man I'm going to marry; this is what I'm going to end up with!" It was a sort of this-is-my-fate feeling, as if there was a part of me that knew. Then I fell pregnant and we just took it from there.'

Today, their oldest daughter, Matilda,
is 17. Gracie, their second child, is 13. Simon's career has gone from
strength to strength, directing such huge successes as Cranford, Man
And Boy, starring Hugh Grant, and the controversial TV euthanasia
drama, A Short Stay In Switzerland. Elizabeth is immensely proud of her
husband.

'It's been a slow, steady build,'
she says, 'which is the best way. He's grown in confidence as he's
become more successful, which makes things between us much easier.

'But
things were terribly difficult at first. When
I fell pregnant, Simon had a regular job with the BBC, so it made more
sense at the time for us to be here. I just knew that this was the way
to go.

'I wasn't
ecstatic about being pregnant – I wasn't somebody who actively wanted
kids. Certainly there were no fantasies about nappy-changing. And there
were so many adjustments to make.

'Being in a foreign country, not working, being married. My apartment
was still in New York with all my things in storage. I had nothing to
hold onto. It was like piecing together a new person.

'It was a real
shock. I have to say if I hadn't married the man I married, I don't
think I'd have got through it.

New life: Elizabeth moved to London when she fell pregnant with husband Simon Curtis's baby

He was so totally supportive. But I didn't know anybody in this country except for him. I had this beautiful baby – the joy of that hit me like a ton of bricks. I did get that hormonal euphoria so I was very, very happy that first year but…' her voice trails away.

'I was desperate to work,' she says. 'It's very tough when two creative people are together. Even though we both love our kids, neither of us wanted to do the humdrum stuff. We both want all the fun part with the kids, but there's a lot of drudgery, too. There was always this "Who's going to stay at home today?" thing. So there was lots of stress around that – less so now. It's good now.

'In fact, now I think I'm so lucky because I have a life I can live in much more happily than the one I was living in Los Angeles. I have no doubt, absolutely no doubt, about that. When Hollywood hit me at 18 or 19, I was too young to have put together that package of myself – of who I was – and then there was no time to.

Unfortunately, that's how it works. Leaving Los Angeles was never about giving it all up for love, it was about saving myself.'

Elizabeth, was just 19 when she made her debut as Timothy Hutton's girlfriend in the Oscar-winning movie Ordinary People, and had the sort of overnight success most actresses can only dream of. She still doesn't really understand why. 'I don't ask myself that question now because I'd rather get on with it, but I really felt like that when I was young,' she says.

'I was so outwardly successful so quickly, but at a time when I really didn't know what I was doing at all. It's incredibly discomforting to have people jumping up and down about you when you have no idea why. You're the same person who was ignored as a 12-year-old in high school. It's totally confusing.

I think my reaction was to withdraw from that aspect of the outside word and read books; create my own little impenetrable world. That was probably something I'd inherited from my family.'

Elizabeth grew up in a 'cloistered, academic world'.

Her mother was an English teacher, her father a law professor at UCLA university in Los Angeles. She loves them both dearly but her father, she says, 'was not a man you had a lot of talks and interaction with. If I was going to try to get his attention it would certainly not be through showbusiness because he couldn't have cared less,' she says. 'He doesn't get it.

He's completely mystified by it, which I don't understand. He's got a different type of brain.' Her parents were little help when she was cast in Ordinary People while studying acting at New York's prestigious Juilliard School. 'For them it was a scary thing. On the one hand, they couldn't not be pleased because it was my first professional job and it was such a success, but it was also a different world from theirs, so they took a back seat. It was a terribly lonely time, particularly when you're 19 and your friends are still in college.

I was living in New York in a little apartment on the Upper West Side. I remember endlessly walking up and down the streets with my Walkman in my ears, thinking, "How am I going to get through the day?"' The Oscar nomination for Best Supporting Actress in Ragtime followed, and then she met Dudley Moore while they were filming the romantic comedy, Lovesick.

'There was a lot of talk about us having an on-set affair, which horrified me,' she says.

'He was a ladies' man and was having affairs with pretty much everybody. We had a flirtatious relationship, but we were never dating.

Of course, as a young girl you're so flattered they're interested in you – particularly if, like me, you didn't grow up receiving attention. I was gobsmacked and flattered by it. There's still a part of me that is. In truth, I was given a lot of attention by the Dudley types – powerful, wealthy, older guys – but I was always in a bit of a panic. It never really went anywhere.'

Until Sean, of course. And after him? 'Oh there were various boyfriends and heartbreaks, but nothing of any real significance,' she says.

'Good times, bad times, but always that kernel of loneliness.'

Finally, I understand why she was so ready to chuck in the Hollywood dream when she met Simon.

She says, despite the bumps along the way, that they've 'never, ever' come close to splitting up. 'We can always laugh. I think the story of me and Simon is a story of "Stick with it",' she says.

'The way I see it is, all the decisions you make that lead you to where you are – they may seem like decisions, but actually they're simply fate.' So, no regrets? She laughs. 'I'm human. We all have those.'